+6.8%
XEL vs BDX
+22.7%
-15.9%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -0.3% | -3.2% | +2.9% | +0.1% |
| 30D | -3.9% | -2.5% | -1.4% | -3.7% |
| 3M | -2.8% | +21.4% | -24.2% | -5.8% |
| 6M | -5.4% | +10.4% | -15.8% | -7.5% |
| YTD | +3.8% | +18.8% | -15.1% | 0.0% |
| 1Y | +6.8% | +21.7% | -14.9% | +3.7% |
| All | +6.8% | +22.7% | -15.9% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BDX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling